Which Casio keyboard are you using? Is this connecting via 3 pin DIN/MIDI cable, or using USB?
I have used a Casio keyboard MT-740 perfectly fine, but this was using the DIN (3 pin) cables, and to a MPU interface. No Windows.
Have a look at info on the Coolsoft Midi Mapper (via Google), this gives a lot of info on the background to what's gone wrong here. However, this says that Windows 7 should still be OK, although access to the Mapper is more difficult to access. It's W 8 and later that is much worse.
Has the Casio driver installed properly? Does this appear to Windows as a device, even if it's not yet connecting to anything. You may need to install the Casio device BOTH as Input device (so you can play the keyboard and send the midi to the GS Synth, or on to other devices, or to Sequencer software, AND as an Output device so that you can, say, play midi files using the sounds on the keyboard.